Multivariate lagrange multiplier tests for fractional integration
Year of publication: |
2005
|
---|---|
Authors: | Nielsen, Morten Ørregaard |
Published in: |
Journal of financial econometrics : official journal of the Society for Financial Econometrics. - Oxford : Univ. Press, ISSN 1479-8409, ZDB-ID 2160581-6. - Vol. 3.2005, 3, p. 372-398
|
Subject: | Statistischer Test | Statistical test | Zeitreihenanalyse | Time series analysis |
-
Time Series Econometrics : Learning Through Replication
Levendis, John D., (2018)
-
Time Series Econometrics : Learning Through Replication
Levendis, John D., (2023)
-
Time series econometrics : learning through replication
Levendis, John D., (2018)
- More ...
-
A fractionally cointegrated VAR analysis of economic voting and political support
Jones, Maggie E. C., (2014)
-
Quasi-maximum likelihood estimation of heteroskedastic fractional time series models
Cavaliere, Giuseppe, (2014)
-
Forecasting daily political opinion polls using the fractionally cointegrated VAR model
Nielsen, Morten Ørregaard, (2015)
- More ...